Markets and Commodity figures

15 March 2022

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1,449 45.43 bn Rbn 44.07 752 111.69 bn Rbn 106.19
Week to Date 2,682 77.73 bn Rbn 74.62 988 170.14 bn Rbn 159.64
Month to Date 19,458 607.96 bn Rbn 586.36 3,628 691.63 bn Rbn 639.51
Year to Date 67,212 2,108.99 bn Rbn 2,066.94 14,488 2,902.56 bn Rbn 2,800.77

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 43 5.09 bn Rbn 4.87 14 4.41 bn Rbn 3.88
Current Day Sell 69 5.03 bn Rbn 4.79 21 5.78 bn Rbn 5.85
Net -26 0.07 bn Rbn 0.07 -7 -1.36 bn Rbn -1.96
Buy 93 6.04 bn Rbn 5.81 19 5.86 bn Rbn 5.33
Week to Date Sell 138 11.15 bn Rbn 10.59 31 7.72 bn Rbn 7.53
Net -45 -5.10 bn Rbn -4.77 -12 -1.85 bn Rbn -2.20
Buy 923 65.32 bn Rbn 61.78 147 32.40 bn Rbn 29.27
Month to Date Sell 1,193 111.63 bn Rbn 105.28 141 45.54 bn Rbn 44.61
Net -270 -46.31 bn Rbn -43.50 6 -13.14 bn Rbn -15.34
Buy 3,789 257.50 bn Rbn 248.44 516 97.84 bn Rbn 88.88
Year to Date Sell 4,043 307.22 bn Rbn 294.43 897 302.44 bn Rbn 293.48
Net -254 -49.72 bn Rbn -45.99 -381 -204.60 bn Rbn -204.61

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 9.784%
All Bond Index Top 821.520
20 Composite 820.090 -1.52% -0.15%
GOVI 9.785%Split - 810.210
ALBI20 Issuer Class GOVI 808.794 -1.54% -0.20%
OTHI 9.780%Split - 875.608
ALBI20 Issuer Class OTHI 874.154 -1.30% 0.44%
CILI15 3.145%
Composite Inflation 315.876
Linked Index Top 15 316.001 -0.01% 0.96%
ICOR 2.296%
CILI15 Issuer Class 392.022
Split - ICOR 391.953 0.72% 2.10%
IGOV 3.156%
CILI15 Issuer Class 312.823
Split - IGOV 312.953 -0.06% 0.90%
ISOE 3.376%
CILI15 Issuer Class 338.806
Split - ISOE 338.876 0.76% 2.42%
MMI JSE Money Market Index
0 297.624 297.590 0.17% 0.81%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Nov 2023
AFRICA 7.093% 7.118% 6.72% 7.27%
R203 REPUBLIC OF SOUTH
Aug 2025
AFRICA 9.105% 9.180% 8.33% 9.54%
ES18 ESKOM HOLDINGSAprLIMITED
2026 9.245% 9.320% 8.47% 9.68%
R204 REPUBLIC OF SOUTH
Oct 2026
AFRICA 8.475% 8.550% 7.54% 8.91%
R207 REPUBLIC OF SOUTH
Dec 2026
AFRICA 8.345% 8.420% 7.57% 8.78%
R208 REPUBLIC OF SOUTH
Nov 2027
AFRICA 10.245% 10.320% 9.47% 10.68%
ES23 ESKOM HOLDINGS
NovLIMITED
2028 10.850% 10.925% 9.87% 11.06%
DV23 DEVELOPMENT JanBANK
2030
OF SOUTHERN
9.770% AFRICA 9.825% 9.04% 10.24%
R2023 REPUBLIC OF SOUTH
Feb 2031
AFRICA 10.030% 10.075% 9.31% 10.49%
ES26 ESKOM HOLDINGS
MarLIMITED
2032 10.165% 10.210% 9.47% 10.64%
R186 REPUBLIC OF SOUTH
Sep 2033
AFRICA 11.480% 11.490% 10.84% 11.94%
R2030 REPUBLIC OF SOUTH
Jul 2034
AFRICA 10.970% 10.980% 10.55% 11.43%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 10.555% 10.565% 9.89% 11.01%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 10.530% 10.540% 9.89% 10.99%
ES33 ESKOM HOLDINGSJanLIMITED
2037 10.745% 10.745% 10.08% 11.19%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 10.835% 10.840% 10.23% 11.30%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 10.815% 10.825% 10.22% 11.29%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 11.885% 11.895% 11.29% 12.36%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 10.860% 10.860% 10.30% 11.35%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 10.795% 10.790% 10.22% 11.29%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate3.810% 3.820% 3.58% 3.83%
JIBAR1 JIBAR 1 Month 4.133% 4.133% 3.74% 4.13%
JIBAR3 JIBAR 3 Month 4.275% 4.275% 3.89% 4.28%
JIBAR6 JIBAR 6 Month 5.333% 5.317% 4.66% 5.33%
RSA 2 year retail bond 7.00% 0 0 0
RSA 3 year retail bond 7.75% 0 0 0
RSA 5 year retail bond 9.25% 0 0 0
RSA 3 year inflation linked retail
3.50%
bond 0 0 0
RSA 5 year inflation linked retail
3.75%
bond 0 0 0
RSA 10 year inflation linked retail
4.50%
bond 0 0 0
 Nominal Bond Curves (NACS)
9.62
9.12
8.62
8.12
7.62
7.12 Zero
6.62 Par/Swap
6.12
5.62
5.12
4.62
2015 2020 2026 2031 2037 2042 2048 2053 2059
DATA DISCLAIMER
To the extent allowed by law, JSE Limited (the JSE) does not (expressly, tacitly or implicitly) guarantee or warrant the availability,
sequence, accuracy, completeness, reliability or any other aspect of any of the data (Data), or that any Data is up to date.
To the extent allowed by law, neither the JSE nor any of its directors, officers, employees, contractors, agents or representatives are
liable in any way to the reader or to any other natural or juristic person (Person) for any loss or damage as a result of (i) the display
of any Data in this bulltetin, or (ii) any Data being unavailable in this bulletin at any time and for any reason, or (iii) any delay,
inaccuracy, error, or omission in relation to any Data, or (iv) any actions taken or not taken by or on behalf of any Person in reliance
on any Data. The JSE is entitled to terminate the production of any Data at any time, without notice and without liability to any Person.

These figures are supplied by parties external to Business Day. Business Day will not warrant the accuracy of the figures.